Longs added positions across the curve, led by the 10Y T-Note, which saw the largest increase (+2.17%), followed by the Ultra T-Bond (+0.80%) and US 30Y T-Bond (+0.75%).This move lifted the Positioning Momentum Score above 1 for both the 10Y T-Note and Ultra T-Bond, signaling strong long momentum. Positioning across other tenors remained broadly neutral.
At the front end, longs trimmed positions in both the 2Y (-0.10%) and 5Y (-0.16%), while shorts increased exposure in the 2Y T-Note (+0.49%).
There are no significant positioning imbalances to note, with the 10Y T-Note the sole exception, exhibiting a long bias with an Accumulation Score of 7 out of 10. Other segments remain balanced.
Full instrument-by-instrument breakdown available in the charts below.
Positions Overview
Momentum Score (Signal: ±1 )
The Momentum Score measures the strength of positioning moves, with values above +2 or below -2 indicating significant positions shifts.
Accumulation Score (-10 to +10)
The Accumulation Score measures the concentration of positions on a scale from -10 to +10, indicating increased risk of position reversals
Positioning Analysis by Instrument
US 30Y T-Bond
Top Open Positions by Level
US 10Y T-Bond
Top Open Positions by Level
This is a preview of the US Treasury Futures - Weekly Positioning Update.